Now my boss want to install and configure OpenVPN and for that i need to install "module tun" , first i need to make menuconfig in kernel, save and then copy bzImage to boot, but i have a surprize.
On my /boot i have nothing:

your kernel will be on the boot partition. if you can not mount it, you have to load the kernel module or compile ext2fs support directly in to the kernel. since grub does have ext2 support on its own, it does find the kernel in the boot partition and is able to load it.

Check what partition u need to mount first by fdisk or cfdisk /dev/sda
or look for /boot in /etc/fstab or /etc/mtab
sda is whole disk,
u have to mount sdaX ( or sdbX or sdXY )_________________ Installation aborted to prevent system self-destruction

# glibc 2.2 and above expects tmpfs to be mounted at /dev/shm for
# POSIX shared memory (shm_open, shm_unlink).
# (tmpfs is a dynamically expandable/shrinkable ramdisk, and will
# use almost no memory if not populated with files)
shm /dev/shm tmpfs nodev,nosuid,noexec 0 0

what do you mean, by nothing is happening. first, it does not make any change, if you copied the bzImage to /boot without mounting the partition. so at boottime, grub will read the kernel from the partition and not the directory, where you copied the new one. if you have compiled the kernel, boot the system from a rescue media (any linux live cd will do) and then mount the partitions (sda3 and sda1). after that, you can copy the new kernel to sda1 and modify the grub entries in {sda1}/grub/grub.conf (assuming, you use grub 0.9xx).
after these steps, the system should boot with your new kernel

You have 3 partitions on /dev/sda. /dev/sda3 is the root partition,
mounted on / at system boot. It contains the /boot directory. /dev/sda1
is the boot partition, which is where grub finds kernels specifed
in grub.conf. The "noauto" in the boot options for /dev/sda1 in
/etc/fstab tells the system to not automatically mount it on /boot
at system startup.

If you copy a new kernel into /boot without mounting /dev/sda1
on the /boot directory, it ends up on the root partion, on /dev/sda3,
instead of on the boot partition, /dev/sda1, which is what happened
after you enabled ext2 with make menuconfig and compiled a new
kernel.

So, you have what is colloquially called a "Catch-22". You do not have
filesystem support for ext2 in the kernels that grub can boot (at
least the kernel that you have been trying), but you need a running
kernel with ext2 support to mount the boot partition so that you can
copy a new kernel into it, configure grub.conf to find it, etc.
(The /boot/grub/ directory is on that boot partition.)

The way out is to install grub. It will install itself into /boot/grub/
on /dev/sda3. Then you can copy your new kernel into /boot,
still on /dev/sda3, edit /boot/grub/grub.conf to list it in the
boot menu, and use grub-install (or any of the numerous
ways to install grub's stages to an mbr) to tell grub to look
on the /dev/sda3 partition for a kernel to boot.

Once that kernel is up and running, you can copy all of your
new stuff in /boot to a temporary directory, mount the
/dev/sda1 partition on /boot, and fix things up as you like.

You will have to learn about grub to do this (that is likely
grub1 with a kernel that old, the package that gentoo
calls "grub-static".

Step 1:
emerge grub-static

Step 2:
Copy your new kernel with ext2 support into boot.

Step 3:
Read grub manual.

Step 4:
Edit /boot/grub/grub.conf

Step 5:
Run grub-install.

Step 6:
reboot and choose new kernel from grub menu.

If you already knew how grub worked this would probably
take no more than an hour. If you do not, figure some extra
time to read the grub manual, experiment, fail, try again,
etc, until it works. Give it a weekend. If you succeed in less
time than that, you have some leisure time._________________TIA

There is a recent thread in another subforum here,
https://forums.gentoo.org/viewtopic-t-943610.html
where a user has a similar problem. Other
posters pointed out that one could compile ext2
support as a module for an otherwise already
compiled kernel (if the source tree that the kernel
was compiled from is still installed), and load it
with modprobe to enable ext2 support. This would
enable mounting and accessing the original contents
of /dev/sda1, the boot partitition, with the original kernel.

Addendum to my previous "emerge grub-static"
explanation: when you emerge grub-static, copy
a newly compiled kernel into /boot, etc, without
the boot partition mounted, those files exist in
the /boot directory on /dev/sda3 (mounted on
/ at system boot).

Once you mount /dev/sda1, the boot partition, on /boot,
those files still exist on /dev/sda3, but any contents
of the /boot directory on /dev/sda3 are shadowed
by the contents of the boot partition, /dev/sda1.
When you mount /dev/sda1 on /boot, you see
the contents of /dev/sda1 when you run "ls /boot".
If you unmount /dev/sda1 and run "ls /boot", then
you see the contents of /boot on /dev/sda3 again.

As far as copying the contents of /boot on /dev/sda3
(newly installed grub-static, newly compiled kernel,
etc) to a temporary directory before mounting the
boot partition that contained the old kernel(s) on /boot,
I suggest a location other than a subdirectory of /tmp
for that. On a reboot, the default Gentoo init scripts
clean out any contents of the /tmp directory remaining
from a previous boot (old temporary files not cleaned
up by their applications, maybe detritus remaining
in /tmp after a power fail reboot, etc), and you might
need your new grub files, new kernel, etc around after
you have rebooted and fixed things up in grub.conf on
the boot partition to accomodate your new kernel.

You can always use a subdirectory of /root, root's
home directory, for that, (all of this stuff is going
to be root-owned files anyway). Once everything
is booting and running smoothly again, you can delete
that temporary copy (of your recovery files in /boot on
/dev/sda3.)_________________TIA